Stochastic processes for physicists: understanding noisy systems
Auteur :
Jacobs, Kurt
Éditeur :
Cambridge University Press
ISBN :
9780521765428
Date de publication :
18 févr. 2010
Dimensions :
24,9 x 17,3 x 1,5 cm
Poids :
570 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This textbook is an accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. It includes coverage of the more exotic Levy processes, and a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise.